-93.1%
FRMI vs RBRK
+64.4%
-157.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +2.1% | -12.7% | -11.2% |
| 7D | -39.7% | -12.5% | -27.2% | -37.3% |
| 30D | -55.2% | -3.0% | -52.2% | -54.6% |
| 3M | -71.2% | +46.9% | -118.1% | -74.8% |
| 6M | -64.1% | +105.4% | -169.5% | -73.3% |
| YTD | -77.2% | +55.6% | -132.8% | -82.7% |
| All | -93.1% | +64.4% | -157.5% | -94.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded RBRK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling